Code Monkey home page Code Monkey logo

Comments (4)

jmoralez avatar jmoralez commented on September 26, 2024

Hey @kkckk1110, thanks for using mlforecast. We use the recursive strategy by default, which means that the model predictions are used as inputs to recompute the features in every forecasting step. By using only the lag 1 you're basically providing the same feature in every step. Since you're forecasting 12 steps ahead you can try also adding the lag 12. Other features like lag transformations would help as well.

from mlforecast.

kkckk1110 avatar kkckk1110 commented on September 26, 2024

Thanks for your attention! That is to say, in each step to forecast, the model receives the value predicted in last step as a feature?

from mlforecast.

jmoralez avatar jmoralez commented on September 26, 2024

the model receives the value predicted in last step as a feature?

If you use lag1 yes. If you use a higher lag like 12 here for example, you would get the real values from your series in the previous year, which will most likely help your model.

from mlforecast.

kkckk1110 avatar kkckk1110 commented on September 26, 2024

Thanks a lot! I have fixed the problem.

from mlforecast.

Related Issues (20)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.